diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index d9fb1f2d1..c7d25cb7b 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -261,6 +261,29 @@ class Backtesting:
             ticker[pair] = [x for x in ticker_data.itertuples()]
         return ticker
 
+    def _get_close_rate(self, sell_row, trade: Trade, sell, trade_dur) -> float:
+        # Special handling if high or low hit STOP_LOSS or ROI
+        if sell.sell_type in (SellType.STOP_LOSS, SellType.TRAILING_STOP_LOSS):
+            # Set close_rate to stoploss
+            closerate = trade.stop_loss
+        elif sell.sell_type == (SellType.ROI):
+            roi = self.strategy.min_roi_reached_entry(trade_dur)
+            if roi is not None:
+                # - (Expected abs profit + open_rate + open_fee) / (fee_close -1)
+                closerate = - (trade.open_rate * roi + trade.open_rate *
+                               (1 + trade.fee_open)) / (trade.fee_close - 1)
+
+                # Use the maximum between closerate and low as we
+                # cannot sell outside of a candle.
+                # Applies when using {"xx": -1} as roi to force sells after xx minutes
+                closerate = max(closerate, sell_row.low)
+            else:
+                # This should not be reached...
+                closerate = sell_row.open
+        else:
+            closerate = sell_row.open
+        return closerate
+
     def _get_sell_trade_entry(
             self, pair: str, buy_row: DataFrame,
             partial_ticker: List, trade_count_lock: Dict,
@@ -287,26 +310,7 @@ class Backtesting:
                                              sell_row.sell, low=sell_row.low, high=sell_row.high)
             if sell.sell_flag:
                 trade_dur = int((sell_row.date - buy_row.date).total_seconds() // 60)
-                # Special handling if high or low hit STOP_LOSS or ROI
-                if sell.sell_type in (SellType.STOP_LOSS, SellType.TRAILING_STOP_LOSS):
-                    # Set close_rate to stoploss
-                    closerate = trade.stop_loss
-                elif sell.sell_type == (SellType.ROI):
-                    roi = self.strategy.min_roi_reached_entry(trade_dur)
-                    if roi is not None:
-                        # - (Expected abs profit + open_rate + open_fee) / (fee_close -1)
-                        closerate = - (trade.open_rate * roi + trade.open_rate *
-                                       (1 + trade.fee_open)) / (trade.fee_close - 1)
-
-                        # Use the maximum between closerate and low as we
-                        # cannot sell outside of a candle.
-                        # Applies when using {"xx": -1} as roi to force sells after xx minutes
-                        closerate = max(closerate, sell_row.low)
-                    else:
-                        # This should not be reached...
-                        closerate = sell_row.open
-                else:
-                    closerate = sell_row.open
+                closerate = self._get_close_rate(sell_row, trade, sell, trade_dur)
 
                 return BacktestResult(pair=pair,
                                       profit_percent=trade.calc_profit_percent(rate=closerate),